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person:"Lütkepohl, Helmut"
subject:"Time series analysis"
~language:"eng"
~person:"Taylor, Robert"
~subject:"Einheitswurzeltest"
~subject:"heteroskedasticity"
~type_genre:"Graue Literatur"
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Time series analysis
Einheitswurzeltest
heteroskedasticity
Theorie
103
Theory
103
VAR model
52
VAR-Modell
52
Zeitreihenanalyse
40
Cointegration
33
Kointegration
33
Unit root test
27
Heteroscedasticity
19
Heteroskedastizität
19
Schock
17
Shock
17
Estimation
15
Schätzung
15
Volatility
15
Volatilität
15
Markov chain
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Markov-Kette
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Statistical test
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Statistischer Test
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Geldpolitik
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Monetary policy
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Forecasting model
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Prognoseverfahren
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Stochastic process
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Stochastischer Prozess
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ARCH-Modell
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Saisonale Schwankungen
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Seasonal variations
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conditional heteroskedasticity
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Bootstrap approach
7
Bootstrap-Verfahren
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USA
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United States
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6
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Graue Literatur
Arbeitspapier
63
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English
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Lütkepohl, Helmut
Taylor, Robert
Gil-Alaña, Luis A.
73
Phillips, Peter C. B.
60
Koopman, Siem Jan
58
Caporale, Guglielmo Maria
55
Franses, Philip Hans
55
Pesaran, M. Hashem
41
Härdle, Wolfgang
40
Kunst, Robert M.
40
Sibbertsen, Philipp
40
Maravall Herrero, Agustín
38
Koop, Gary
32
McAleer, Michael
32
Dijk, Herman K. van
31
Feng, Yuanhua
31
Teräsvirta, Timo
31
Lucas, André
30
Hyndman, Rob J.
29
Beran, Jan
28
Saikkonen, Pentti
28
Marcellino, Massimiliano
27
Swanson, Norman R.
27
Lux, Thomas
25
Breitung, Jörg
24
Bauwens, Luc
23
Hassler, Uwe
22
Timmermann, Allan
20
Hallin, Marc
19
Johansen, Søren
19
Kilian, Lutz
19
Lanne, Markku
19
Robinson, Peter M.
19
Schmid, Wolfgang
19
Fried, Roland
18
Haldrup, Niels
18
Harvey, Andrew C.
17
Weihs, Claus
17
Dijk, Dick van
16
Gao, Jiti
16
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
7
European University Institute / Department of Economics
3
European University Institute / Department of Law
3
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Department of Economics discussion paper / Department of Economics, The University of Birmingham
9
Discussion papers / Deutsches Institut für Wirtschaftsforschung
7
Discussion papers of interdisciplinary research project 373
7
EUI working paper / ECO
6
CESifo working papers
3
SFB 649 discussion paper
3
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
2
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
2
Cowles Foundation discussion paper
1
Discussion papers in economics
1
Economics discussion paper series : EDP
1
Report / Econometric Institute, Erasmus University Rotterdam
1
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
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ECONIS (ZBW)
56
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41
Regression-based seasonal unit root tests with recursive mean adjustment
Taylor, Robert
-
1999
Persistent link: https://www.econbiz.de/10001409492
Saved in:
42
Tests of the seasonal unit root hypothesis against heteroscedastic seasonal integration
Taylor, Robert
-
1999
Persistent link: https://www.econbiz.de/10001409493
Saved in:
43
Testing for unit roots in time series with level shifts
Saikkonen, Pentti
;
Lütkepohl, Helmut
-
1999
Persistent link: https://www.econbiz.de/10001373296
Saved in:
44
Unit root tests for time series with a structural break when the break point is known
Lütkepohl, Helmut
;
Müller, Christian
;
Saikkonen, Pentti
-
1999
Persistent link: https://www.econbiz.de/10001377700
Saved in:
45
Forecasting cointegrated VARMA processes
Lütkepohl, Helmut
-
1999
Persistent link: https://www.econbiz.de/10001413243
Saved in:
46
Locally optimal tests against seasonal unit roots
Taylor, Robert
-
1999
Persistent link: https://www.econbiz.de/10001415830
Saved in:
47
On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity
Burridge, Peter
;
Taylor, Robert
-
1999
Persistent link: https://www.econbiz.de/10001415834
Saved in:
48
Comparison of unit root tests for time series with level shifts
Lanne, Markku
;
Lütkepohl, Helmut
;
Saikkonen, Pentti
-
1999
Persistent link: https://www.econbiz.de/10001424859
Saved in:
49
Testing for a unit root in a time series with a level shift at unknown time
Saikkonen, Pentti
;
Lütkepohl, Helmut
-
1999
Persistent link: https://www.econbiz.de/10001425254
Saved in:
50
Testing for the cointegrating rank of a VAR process with structural shifts
Saikkonen, Pentti
;
Lütkepohl, Helmut
-
1998
Persistent link: https://www.econbiz.de/10000996285
Saved in:
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